{"id":"https://openalex.org/W3104820786","doi":"https://doi.org/10.3390/axioms9040130","title":"Deep Reinforcement Learning Agent for S&amp;P 500 Stock Selection","display_name":"Deep Reinforcement Learning Agent for S&amp;P 500 Stock Selection","publication_year":2020,"publication_date":"2020-11-10","ids":{"openalex":"https://openalex.org/W3104820786","doi":"https://doi.org/10.3390/axioms9040130","mag":"3104820786"},"language":"en","primary_location":{"id":"doi:10.3390/axioms9040130","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms9040130","pdf_url":"https://www.mdpi.com/2075-1680/9/4/130/pdf?version=1604996189","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2075-1680/9/4/130/pdf?version=1604996189","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037558712","display_name":"Tommi Huotari","orcid":null},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"education","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Tommi Huotari","raw_affiliation_strings":["School of Business and Management, LUT University, 53850 Lappeenranta, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850 Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5010437508","display_name":"Jyrki Savolainen","orcid":"https://orcid.org/0000-0001-9721-642X"},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"education","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Jyrki Savolainen","raw_affiliation_strings":["School of Business and Management, LUT University, 53850 Lappeenranta, Finland"],"raw_orcid":"https://orcid.org/0000-0001-9721-642X","affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850 Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011515331","display_name":"Mikael Collan","orcid":"https://orcid.org/0000-0003-2976-2829"},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"education","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Mikael Collan","raw_affiliation_strings":["School of Business and Management, LUT University, 53850 Lappeenranta, Finland"],"raw_orcid":"https://orcid.org/0000-0003-2976-2829","affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850 Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5010437508"],"corresponding_institution_ids":["https://openalex.org/I63548447"],"apc_list":{"value":1600,"currency":"CHF","value_usd":1782},"apc_paid":{"value":1600,"currency":"CHF","value_usd":1782},"fwci":1.458,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.83655296,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"9","issue":"4","first_page":"130","last_page":"130"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.8029803037643433},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5831115245819092},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5789511203765869},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5716103315353394},{"id":"https://openalex.org/keywords/convolutional-neural-network","display_name":"Convolutional neural network","score":0.5271064043045044},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4894179403781891},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4446554481983185},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.42747071385383606},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4139365553855896},{"id":"https://openalex.org/keywords/data-set","display_name":"Data set","score":0.410697877407074},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.312180757522583},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2325376272201538},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1763535737991333},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09440505504608154}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8029803037643433},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5831115245819092},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5789511203765869},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5716103315353394},{"id":"https://openalex.org/C81363708","wikidata":"https://www.wikidata.org/wiki/Q17084460","display_name":"Convolutional neural network","level":2,"score":0.5271064043045044},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4894179403781891},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4446554481983185},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.42747071385383606},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4139365553855896},{"id":"https://openalex.org/C58489278","wikidata":"https://www.wikidata.org/wiki/Q1172284","display_name":"Data set","level":2,"score":0.410697877407074},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.312180757522583},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2325376272201538},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1763535737991333},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09440505504608154},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.3390/axioms9040130","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms9040130","pdf_url":"https://www.mdpi.com/2075-1680/9/4/130/pdf?version=1604996189","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:01831bc8b43a42c79133cfa375b424b8","is_oa":true,"landing_page_url":"https://doaj.org/article/01831bc8b43a42c79133cfa375b424b8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Axioms, Vol 9, Iss 4, p 130 (2020)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/2075-1680/9/4/130/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/axioms9040130","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Axioms; Volume 9; Issue 4; Pages: 130","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/axioms9040130","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms9040130","pdf_url":"https://www.mdpi.com/2075-1680/9/4/130/pdf?version=1604996189","source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.49000000953674316,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3104820786.pdf"},"referenced_works_count":41,"referenced_works":["https://openalex.org/W145450961","https://openalex.org/W1757796397","https://openalex.org/W1966179084","https://openalex.org/W1977051850","https://openalex.org/W1980516134","https://openalex.org/W2012301648","https://openalex.org/W2032784723","https://openalex.org/W2089556049","https://openalex.org/W2101755808","https://openalex.org/W2103359683","https://openalex.org/W2116347131","https://openalex.org/W2120615054","https://openalex.org/W2121863487","https://openalex.org/W2125520394","https://openalex.org/W2141703670","https://openalex.org/W2143612262","https://openalex.org/W2156457893","https://openalex.org/W2163605009","https://openalex.org/W2169015875","https://openalex.org/W2257979135","https://openalex.org/W2296438605","https://openalex.org/W2342352817","https://openalex.org/W2484209195","https://openalex.org/W2625101268","https://openalex.org/W2731083990","https://openalex.org/W2896556344","https://openalex.org/W2905074124","https://openalex.org/W2907169638","https://openalex.org/W2912614123","https://openalex.org/W2938394653","https://openalex.org/W2949300694","https://openalex.org/W2969799658","https://openalex.org/W2984115284","https://openalex.org/W3015554846","https://openalex.org/W3124028146","https://openalex.org/W3125189963","https://openalex.org/W4248510338","https://openalex.org/W6682825910","https://openalex.org/W6692170166","https://openalex.org/W6697136110","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W4306904969","https://openalex.org/W2138720691","https://openalex.org/W4362501864","https://openalex.org/W4380318855","https://openalex.org/W2031695474","https://openalex.org/W4293226380","https://openalex.org/W2024136090","https://openalex.org/W4386993979","https://openalex.org/W3185156046","https://openalex.org/W2922305141"],"abstract_inverted_index":{"This":[0],"study":[1],"investigated":[2],"the":[3,26,34,59,63,84,87,95],"performance":[4],"of":[5,40,62,83,86],"a":[6,11,41],"trading":[7,31,116],"agent":[8,27],"based":[9,57],"on":[10,58],"convolutional":[12],"neural":[13],"network":[14],"model":[15,96],"in":[16,49,81,113],"portfolio":[17],"management.":[18],"The":[19,44,76,98],"results":[20,77,99],"showed":[21],"that":[22,39],"with":[23,51,72,92],"real-world":[24],"data":[25,45,67,88],"could":[28],"produce":[29],"relevant":[30],"results,":[32],"while":[33],"agent\u2019s":[35],"behavior":[36],"corresponded":[37],"to":[38,94],"high-risk":[42],"taker.":[43],"used":[46,90,112],"were":[47],"wide":[48],"comparison":[50],"earlier":[52],"reported":[53],"research":[54],"and":[55,91,102],"was":[56],"full":[60],"set":[61,89],"S&amp;P":[64],"500":[65],"stock":[66],"for":[68],"twenty-one":[69],"years":[70],"supplemented":[71],"selected":[73],"financial":[74],"ratios.":[75],"presented":[78],"are":[79],"new":[80],"terms":[82],"size":[85],"regards":[93],"used.":[97],"provide":[100],"direction":[101],"offer":[103],"insight":[104],"into":[105],"how":[106],"deep":[107],"learning":[108],"methods":[109],"may":[110],"be":[111],"constructing":[114],"automatic":[115],"systems.":[117]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2020-11-23T00:00:00"}
